In Marvel Cinematic Universe, military tried to create super soldiers like Hulk, but they failed. So, the program was shut down.

Where did they fail? Didn't Blonsky get Wolverine-type super healing capability? Why couldn't it make the military stronger? Other than this, wasn't Abomination a success (despite the fact that it wasn't an original work of the military)? He was defeated by Hulk, but enemy forces don't have a Hulk. When it comes to anger, who cares as long as you are focused on the target? Abomination was indeed in full control and he was always after Hulk.

Abomination was in control? Sure he was focused on his target, but he killed many people in the process
– EricSSHSep 2 '14 at 17:31

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Obviously it didn't work because they lacked the Vita-Rays.
– JeffSep 2 '14 at 17:32

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@SachinShekhar War zones are rarely so well defined as to be void of all civilians. That is one reason why modern military weaponry is trending towards being as accurate as possible, to reduce the possibility of collateral damage or death.
– XantecSep 2 '14 at 17:41

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In the movie universe it took Banner 2 movies to learn how to control the Hulk, and we really didn't see him in control until the Avengers. I don't think there is enough information in the movie universe to answer this question
– EricSSHSep 2 '14 at 17:48

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@SachinShekhar You also don't want it killing your soldiers in the "war zone" which would almost inevitably happen.
– Meat TrademarkSep 2 '14 at 23:58

2 Answers
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Failure is a relative term. The Super Soldier program in the Marvel Cinematic Universe did create notable successes including Captain America. He was everything the military wanted in a soldier; Smart, strong, fast, durable, an asset both tactically and strategically. Unfortunately, they were only able to produce one.

The military will spend money on projects able to produce results that can be replicated. In the case of Captain America and his shield, both were one time events that either lacked resources (vibranium) or particular genius (Erskine) to produce others.

Emil Blonksky's initial transformation appeared successful even though the military used gamma radiation rather than the mysterious Vita Rays used for Captain America. This would later turn the Abomination into a hulking creature unsuitable for most strategic military operations.

The Abomination would have been considered successful overall, he could transform at will, he did follow orders (for a time) and did have the power they desired. But he was ultimately uncontrollable. He was a bomb with legs, killing everything where he landed.

For the military, a weapon that cannot be pointed and completely controlled is of limited strategic value. Tactically a weapon like the Abomination can be dropped somewhere and left to destroy whatever is there but he lacks subtlety, guile and his great size limits his application.

Every attempt to replicate the Super Soldier Serum after Erskine's death has lead to only qualified successes, never without, in some cases, deleterious side effects. Later attempts to create supersoldiers including the Extremis virus, the Deathlock Program and the Centipede Soldiers.

As of 2013, scientists recreated a very similar version of the serum as one of the components of the Centipede Serum, designed to give a person superhuman abilities. This serum was mixed with the Extremis virus, Gamma Radiation and technology from the Chitauri for injection.

I don't agree that Captain America is everything the military wants in a soldier; he will disobey direct orders when they contradict his principles (which are, in a sense, something very much like the true principles of The United States of America). In theory the U.S. military wants its soldiers to disobey illegal orders, but in practice no general wants that kind of initiative in a subordinate.
– BetaSep 3 '14 at 5:14

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@Beta - I'd argue he's what the USA (or "free" nation state n) wants in a soldier. The fact that national ideals and functional military contravene is a problem with the military.
– Fake NameSep 3 '14 at 7:05

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In the movie, Blonsky only became the Abomination after receiving (demanding) an infusion of the reverse-engineered Hulk serum on top of the other super-soldier serum he already had. So, Abomination was not strictly a military project. Of course, we do see side effects of the military's drug, possibly including Blonsky's increasingly unstable mental state. On the other hand, the Hulk kicked him into a tree and he lived, so I don't know why they didn't keep trying.
– KSmartsJan 13 '15 at 15:13

Vita Rays and Super Soldier Serum - Steve Rogers was an unqualified miracle product of this experiment, but the program was shut down during TFA after Erskine's death. SSR probably held onto the secrets of the program and possibly transferred them to SHIELD, but both may simply not have had the genius to get it working again. SHIELD was also notably edgy about giving any one person too much power. The U.S. Army apparently got a hold of the Super Soldier Serum because they used it as part of the Gamma project.

Gamma - Bruce Banner was the only true success, but his creation was an accident that nobody has been able to replicate. Abomination is mostly useless. Last we heard, the Army has him locked up, but he hasn't popped up again since TIH for a reason. The Leader popped up briefly in TIH, but it was never made clear if he was empowered by Gamma or just made crazy by it.

Extremis - Awesome stuff, but it can make your "super soldiers" blow up, so not that useful if you're not a terrorist organization willing to sacrifice dozens of subjects to find one that doesn't die from being injected.

Centipede Serum Of course, Extremis is then commandeered by Hydra along with Super Soldier Serum (presumably taken by one of many double agents from SHIELD) and Gamma (I guess they've got double agents in the Army, too, woooo!). Mix that with blood platelets from Scorch to keep everything from blowing up, and you've got some power. Too bad your soldiers need massive energy infusions every few hours and ridiculous amounts of rest. So in a lot of ways, they're worse than regular soldiers. No wonder nobody uses them.

Too be fair, Raina (aka Flowers) did figure out how to stabilize Centipede Serum with GH 325, but Coulson has the stuff locked up and he's probably reluctant to use it until he figures out why it's making him go mad.

All in all, nobody's making super soldiers because it's too hard. Not that that's a coincidence. All these stories would suck if there actually were a million Captain Americas running around, so the writers keep that from happening.